Hi,
Where are stored the coefficients of a dols equation ? I've tried @coefmat but it dosen't seem to work.
thank you
Search found 5 matches
- Fri Apr 20, 2012 12:16 am
- Forum: Estimation
- Topic: coef in vecm
- Replies: 4
- Views: 3690
- Wed Apr 18, 2012 4:06 am
- Forum: Estimation
- Topic: cointegration matrix
- Replies: 0
- Views: 1327
cointegration matrix
Hi everyone, I am running a vecm following johansen's method. I have a problem when I have more than 1 cointegration equation : the output of Eviews gives me the normalized cointegration matrix with a coefficient of 0 for the second variable of the first cointegration equation. where could I find th...
- Wed Mar 28, 2012 12:54 am
- Forum: Estimation
- Topic: coef in vecm
- Replies: 4
- Views: 3690
Re: coef in vecm
Thank you very much for the response ! It is exactly what I needed.
have a good day.
have a good day.
- Tue Mar 27, 2012 4:18 am
- Forum: Estimation
- Topic: coef in vecm
- Replies: 4
- Views: 3690
coef in vecm
Hi,
I'm running a vecm and I would like to know if is possible to get the tstat of the coefficients (something like @tstat but I don't know how to use it for a vecm).
thank you very much if you can help me...
I'm running a vecm and I would like to know if is possible to get the tstat of the coefficients (something like @tstat but I don't know how to use it for a vecm).
thank you very much if you can help me...
- Thu Mar 22, 2012 8:25 am
- Forum: Econometric Discussions
- Topic: cointegration equation
- Replies: 0
- Views: 1486
cointegration equation
Hi, I’m programming a Johansen procedure to estimate the long-term relationship between variables for several countries. In the Eviews output, I don’t understand why in the description of the cointegration equations there is sometimes a t-stat under the constant and the trend and sometimes there isn...
